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[FR] Optimal embedding parameters: a modelling paradigm by Small and Tse #43

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Datseris opened this issue Jul 27, 2020 · 0 comments
Open

[FR] Optimal embedding parameters: a modelling paradigm by Small and Tse #43

Datseris opened this issue Jul 27, 2020 · 0 comments
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enhancement New feature or request low priority

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@Datseris
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Related with #42 , yet another method that picks optimal embedding parameters based on timeseries prediction error and the product d*τ of embedding dimension and delay time.

https://www.sciencedirect.com/science/article/pii/S0167278904001186
@Datseris Datseris added enhancement New feature or request low priority labels Jul 27, 2020
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